New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Vanilla Swap Price example NPV - doesn't match with c++ QuantLib #2396

Open

mandeepsingh-private opened this issue Dec 20, 2021 · 0 comments

mandeepsingh-private commented Dec 20, 2021 •

edited

Loading

The example provided in code when priced using QuantLib gives a NPV of

STRATA Answer is

Happy to share ipynb notebook for QuantLib as needed. Thanks

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment